After compiling, open a command prompt/Explorer window and navigate to %msys64%\home\%username%\Heimdall\build\bin (where "%msys64%" is the directory you installed MSYS2 to, C:\msys64 by default). There should now be two executable files in that folder: heimdall.exe and heimdall-frontend.exe. You can run them from that directory or move them to a more suitable location. Navigate to %msys64%\home\%username%\Heimdall\Win32\Drivers for the Zadig (driver) executable.